Are you playing the games on the linux/firewall computer. I assume not. If not then you will need to do more then just open the ports. You will have to forward the ports to computer which you are playing the games on.
You might want to find out what you are running. Because it can make a difference on the way you forward the ports. I assume he probably set up a simple firewall script using either ipchains or iptables. If it's a 2.4 kernel then most likely iptables and a 2.2 kernel most likey ipchains. The command 'uname -r' should tell you which kernel you are running.
It's normal for distributions to create a version file in the /etc directory which should at least tell you which version of Mandrake you have installed.
Well after you find out whether you are using iptables or ipchains then you can start making rules to forward the ports. The ip-masquerading howto explains this very nicely. In particular the following section: